Research map / Optimization / Nonconvex and smooth optimization
Variants of RMSProp and Adagrad with Logarithmic Regret Bounds
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use SC-Adagrad with a non-increasing damping factor for strongly convex losses | Adagrad · Strongly convex online convex optimization | regret growth bound: O(\sqrt{T}) -> O(\log(T)) | Helped |
| Use SC-RMSProp with a non-increasing damping factor and decaying step size | RMSProp · Strongly convex online convex optimization | regret growth bound: logarithmic regret bound | Helped |
| Choose β_t within the analyzed time-varying range | RMSProp · Convex online convex optimization | regret growth bound: O(\sqrt{T}) | Helped |
| Use RMSProp (Ours) instead of original RMSProp with constant β_t = 0.9 | RMSProp · Strongly convex online softmax regression | regret | Helped |
| Use SC-Adagrad or SC-RMSProp instead of the other compared methods | Strongly convex online softmax regression · Softmax regression | regret | Helped |
| Use RMSProp (Ours) with time-varying β_t instead of the original constant β_t = 0.9 | RMSProp · CIFAR10 CNN | training objective | Helped |
| Use RMSProp (Ours) or SC-Adagrad | Compared optimization methods · CIFAR10 CNN | test accuracy | Helped |
| Use SC-RMSProp | Compared optimization methods · CIFAR100 and MNIST CNN | test accuracy | Mixed |
| Use RMSProp with constant β_t = 0.9 instead of the analyzed time-varying weighting scheme (ablation) | RMSProp · CIFAR10 CNN | convergence | Hurt |
| Replace SC-Adagrad's damping with the small numerical-stability value used by standard adaptive methods (ablation) | SC-Adagrad · CNN training | training objective | Hurt |
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